Anic Equity¶

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Total return since start: 0.585 %¶

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Equity now: -----------------------------> 48423.39 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46223.41 Kr¶

PnL: ---------------------------------------> -1998.84 Kr¶

DD now: ---------------------------------> -7.008 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 12:18:01.388926'

Anic Portfolio¶

Today¶

Return: -0.099 %¶

This Week¶

Return: -0.099 %¶

Total¶

Return: 58.526 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -6.560000 852.750000 154.750000 22.170000 698.000040
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Nordisk Bergteknik B 130 -2.270000 4205.500000 41.500000 1.000000 4163.999970
Stillfront Group 38 -1.830000 712.500000 26.500000 3.860000 686.000016
MEKO 13 -1.300000 1574.300000 20.300000 1.310000 1554.000006
Tietoevry 2 -1.510000 651.600000 13.600000 2.130000 638.000000
Vitec Software Group B 1 -1.570000 495.600000 10.600000 2.190000 485.000000
Tobii Dynavox 109 -2.250000 2727.730000 5.730000 0.210000 2721.999993
SKF A 3 -3.180000 594.000000 1.000000 0.170000 593.000001
SKF B 3 -3.120000 595.500000 -0.500000 -0.080000 596.000001
Mycronic 3 -2.520000 651.000000 -1.000000 -0.150000 651.999999
G5 Entertainment 3 -0.840000 570.000000 -2.000000 -0.350000 572.000001
Embracer Group B 14 -4.100000 681.240000 -7.760000 -1.130000 689.000004
Addnode Group B 6 -1.850000 700.800000 -8.200000 -1.160000 709.000002
ASSA ABLOY B 2 -1.450000 503.200000 -10.800000 -2.100000 514.000000
Loomis 6 -1.860000 2029.200000 -13.800000 -0.680000 2043.000000
Fastighetsbolag. Emilshus Pref 21 -0.760000 544.950000 -17.050000 -3.030000 562.000005
ITAB Shop Concept 56 -2.750000 673.120000 -17.880000 -2.590000 691.000016
Husqvarna A 7 -2.990000 613.900000 -19.100000 -3.020000 632.999997
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Husqvarna B 7 -2.920000 614.740000 -25.260000 -3.950000 639.999997
Avanza Bank Holding 2 -6.440000 479.200000 -31.800000 -6.220000 511.000000
Rejlers B 6 -2.270000 930.000000 -32.000000 -3.330000 961.999998
Lagercrantz Group B 5 -1.900000 568.000000 -39.000000 -6.430000 607.000000
Collector Bank 29 -6.020000 1194.800000 -39.200000 -3.180000 1233.999996
Norva24 Group 12 0.000000 367.920000 -39.330000 -9.660000 407.250000
Swedbank A 3 -3.420000 576.750000 -41.250000 -6.670000 618.000000
Nordea Bank Abp 30 -3.530000 3719.400000 -43.600000 -1.160000 3762.999990
Arion Banki SDB 61 -2.550000 652.700000 -44.300000 -6.360000 697.000030
Mips 1 -2.130000 473.300000 -55.700000 -10.530000 529.000000
Dustin Group 18 -4.380000 612.360000 -57.640000 -8.600000 669.999996
AFRY 3 -2.360000 521.700000 -73.300000 -12.320000 594.999999
Viaplay Group B 4 -4.910000 953.600000 -83.400000 -8.040000 1037.000000
Fastighetsbolaget Emilshus B 23 5.320000 569.020000 -125.980000 -18.130000 694.999993
RVRC Holding 17 -2.810000 552.160000 -130.840000 -19.160000 683.000007
Beijer Alma B 9 -2.170000 1822.500000 -131.500000 -6.730000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -3.410000 3539.200000 -598.800000 -14.470000 4138.000000
TOTAL 46254.740000 -1967.510000 -6.94973% 48222.250041

Updated:¶

'2023-03-13 12:17:23.166457'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶